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{name} Model Equation

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Param	Value	t-stat
ωconst	0.2161	1.10
αARCH	0.9884	1.78*
βGARCH	0.0116	0.06
γleverage	-0.3608	-1.43
δpower	0.7466	1.26

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2161	1.10
α ARCH Response to squared shocks	0.9884	1.78*
β GARCH Volatility persistence	0.0116	0.06
γ leverage Additional response to negative shocks	-0.3608	-1.43
δ power Transformation power	0.7466	1.26

V-Lab

Pasqal Holding SA Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pasqal Holding SA Analyses